The Long Memory of the Jump Intensity of the Price Process
2021 ◽
Vol 11
(02)
◽
pp. 176-189
Yizhuang Tian
◽
Dongyang Shi
◽
Handong Li
Koji Kuroda
◽
Jun-ichi Maskawa
◽
Joshin Murai
1984 ◽
Vol 29
(7)
◽
pp. 576-577
2020 ◽
Vol 26
(2)
◽
pp. 1473-1503
◽
Shuyang Bai
◽
Murad S. Taqqu
2005 ◽
Vol 7
(4)
◽
pp. 21-45
◽
Andrea Beltratti
◽
Claudio Morana
Gianluca Moretti
◽
Giulio Nicoletti
Niels Haldrup
◽
Morten Ørregaard Nielsen
Eduardo Rossi
◽
Dean Fantazzini
Kam Fong Chan
◽
Robert G. Bowman
◽
Gillian Lawrence